CME Pit-Traded Corn Future December 2010
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
426-4 |
427-6 |
1-2 |
0.3% |
418-6 |
High |
429-0 |
432-4 |
3-4 |
0.8% |
429-2 |
Low |
425-0 |
421-4 |
-3-4 |
-0.8% |
406-0 |
Close |
427-2 |
422-6 |
-4-4 |
-1.1% |
427-2 |
Range |
4-0 |
11-0 |
7-0 |
175.0% |
23-2 |
ATR |
11-2 |
11-2 |
0-0 |
-0.2% |
0-0 |
Volume |
256,848 |
115,110 |
-141,738 |
-55.2% |
915,272 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458-5 |
451-5 |
428-6 |
|
R3 |
447-5 |
440-5 |
425-6 |
|
R2 |
436-5 |
436-5 |
424-6 |
|
R1 |
429-5 |
429-5 |
423-6 |
427-5 |
PP |
425-5 |
425-5 |
425-5 |
424-4 |
S1 |
418-5 |
418-5 |
421-6 |
416-5 |
S2 |
414-5 |
414-5 |
420-6 |
|
S3 |
403-5 |
407-5 |
419-6 |
|
S4 |
392-5 |
396-5 |
416-6 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-5 |
482-1 |
440-0 |
|
R3 |
467-3 |
458-7 |
433-5 |
|
R2 |
444-1 |
444-1 |
431-4 |
|
R1 |
435-5 |
435-5 |
429-3 |
439-7 |
PP |
420-7 |
420-7 |
420-7 |
423-0 |
S1 |
412-3 |
412-3 |
425-1 |
416-5 |
S2 |
397-5 |
397-5 |
423-0 |
|
S3 |
374-3 |
389-1 |
420-7 |
|
S4 |
351-1 |
365-7 |
414-4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
432-4 |
406-0 |
26-4 |
6.3% |
9-7 |
2.3% |
63% |
True |
False |
171,009 |
10 |
439-0 |
399-4 |
39-4 |
9.3% |
11-5 |
2.7% |
59% |
False |
False |
176,631 |
20 |
439-0 |
375-6 |
63-2 |
15.0% |
10-1 |
2.4% |
74% |
False |
False |
147,080 |
40 |
439-0 |
343-2 |
95-6 |
22.6% |
9-0 |
2.1% |
83% |
False |
False |
129,491 |
60 |
439-0 |
343-2 |
95-6 |
22.6% |
7-7 |
1.9% |
83% |
False |
False |
104,283 |
80 |
439-0 |
343-2 |
95-6 |
22.6% |
7-5 |
1.8% |
83% |
False |
False |
91,312 |
100 |
439-0 |
343-2 |
95-6 |
22.6% |
7-2 |
1.7% |
83% |
False |
False |
79,774 |
120 |
439-0 |
343-2 |
95-6 |
22.6% |
6-6 |
1.6% |
83% |
False |
False |
70,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
479-2 |
2.618 |
461-2 |
1.618 |
450-2 |
1.000 |
443-4 |
0.618 |
439-2 |
HIGH |
432-4 |
0.618 |
428-2 |
0.500 |
427-0 |
0.382 |
425-6 |
LOW |
421-4 |
0.618 |
414-6 |
1.000 |
410-4 |
1.618 |
403-6 |
2.618 |
392-6 |
4.250 |
374-6 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
427-0 |
422-5 |
PP |
425-5 |
422-5 |
S1 |
424-1 |
422-4 |
|